Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.01% |
19/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
18/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
15/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.13% |
14/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.24% |
13/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.92% |
12/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 31.64% | 100.00% |
11/11/2024 | 44.52% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,152 CHF | 2,830 CHF | 99.27% | 99.27% |
08/11/2024 | 43.80% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,288 CHF | 2,858 CHF | 98.55% | 98.55% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 98,266 | 10,000 CHF | 2,948 CHF | 95.52% | 95.52% |